Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.776563 | 6.0152 | 0 |
2 | 0.409609 | 3.1728 | 0.00119 |
3 | -0.034394 | -0.2664 | 0.395417 |
4 | -0.439654 | -3.4055 | 0.000592 |
5 | -0.712553 | -5.5194 | 0 |
6 | -0.804014 | -6.2279 | 0 |
7 | -0.693994 | -5.3757 | 1e-06 |
8 | -0.401795 | -3.1123 | 0.001421 |
9 | 0.000438 | 0.0034 | 0.498651 |
10 | 0.399066 | 3.0912 | 0.001511 |
11 | 0.682851 | 5.2893 | 1e-06 |
12 | 0.752173 | 5.8263 | 0 |
13 | 0.574099 | 4.447 | 1.9e-05 |
14 | 0.270493 | 2.0952 | 0.02019 |
15 | -0.074436 | -0.5766 | 0.28319 |
16 | -0.350626 | -2.7159 | 0.00431 |
17 | -0.549558 | -4.2569 | 3.7e-05 |
18 | -0.59339 | -4.5964 | 1.1e-05 |
19 | -0.485999 | -3.7645 | 0.000191 |
20 | -0.266276 | -2.0626 | 0.021745 |
21 | 0.03869 | 0.2997 | 0.382723 |
22 | 0.336872 | 2.6094 | 0.005717 |
23 | 0.507041 | 3.9275 | 0.000112 |
24 | 0.52724 | 4.084 | 6.7e-05 |
25 | 0.387461 | 3.0013 | 0.001957 |
26 | 0.186006 | 1.4408 | 0.07742 |
27 | -0.053288 | -0.4128 | 0.340623 |
28 | -0.268819 | -2.0823 | 0.020795 |
29 | -0.403592 | -3.1262 | 0.001365 |
30 | -0.426774 | -3.3058 | 0.000801 |
31 | -0.34479 | -2.6707 | 0.004863 |
32 | -0.184403 | -1.4284 | 0.079184 |
33 | 0.042824 | 0.3317 | 0.370631 |
34 | 0.246719 | 1.9111 | 0.030388 |
35 | 0.37557 | 2.9092 | 0.002538 |
36 | 0.365478 | 2.831 | 0.003153 |
37 | 0.245259 | 1.8998 | 0.031136 |
38 | 0.10416 | 0.8068 | 0.211479 |
39 | -0.057932 | -0.4487 | 0.327617 |
40 | -0.19418 | -1.5041 | 0.0689 |
41 | -0.266862 | -2.0671 | 0.021523 |
42 | -0.273966 | -2.1221 | 0.018982 |
43 | -0.209409 | -1.6221 | 0.055015 |
44 | -0.101581 | -0.7868 | 0.217235 |
45 | 0.03947 | 0.3057 | 0.380434 |
46 | 0.140519 | 1.0885 | 0.140373 |
47 | 0.186219 | 1.4424 | 0.077188 |
48 | 0.167061 | 1.294 | 0.100304 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.776563 | 6.0152 | 0 |
2 | -0.487322 | -3.7748 | 0.000185 |
3 | -0.426375 | -3.3027 | 0.000809 |
4 | -0.315255 | -2.442 | 0.008786 |
5 | -0.259245 | -2.0081 | 0.02457 |
6 | -0.263719 | -2.0428 | 0.022739 |
7 | -0.214013 | -1.6577 | 0.051295 |
8 | -0.091333 | -0.7075 | 0.241008 |
9 | 0.026627 | 0.2063 | 0.418646 |
10 | 0.068174 | 0.5281 | 0.299697 |
11 | 0.071631 | 0.5548 | 0.29053 |
12 | -0.073493 | -0.5693 | 0.285647 |
13 | -0.280133 | -2.1699 | 0.016992 |
14 | -0.059571 | -0.4614 | 0.323078 |
15 | 0.031595 | 0.2447 | 0.403747 |
16 | 0.191921 | 1.4866 | 0.071177 |
17 | -0.041575 | -0.322 | 0.374272 |
18 | 0.021245 | 0.1646 | 0.43492 |
19 | -0.045371 | -0.3514 | 0.363245 |
20 | -0.168184 | -1.3027 | 0.09882 |
21 | -0.016844 | -0.1305 | 0.448316 |
22 | 0.112036 | 0.8678 | 0.194474 |
23 | -0.018236 | -0.1413 | 0.444072 |
24 | 0.050011 | 0.3874 | 0.349922 |
25 | -0.047215 | -0.3657 | 0.357928 |
26 | 0.08896 | 0.6891 | 0.246713 |
27 | -0.082307 | -0.6376 | 0.263096 |
28 | -0.094283 | -0.7303 | 0.234021 |
29 | 0.083546 | 0.6471 | 0.260004 |
30 | 0.079624 | 0.6168 | 0.26986 |
31 | 0.029002 | 0.2246 | 0.411509 |
32 | -0.092339 | -0.7153 | 0.238614 |
33 | 0.040403 | 0.313 | 0.377697 |
34 | -0.016915 | -0.131 | 0.448097 |
35 | 0.059483 | 0.4608 | 0.32332 |
36 | -0.075033 | -0.5812 | 0.281639 |
37 | -0.13254 | -1.0267 | 0.154353 |
38 | 0.038579 | 0.2988 | 0.38305 |
39 | 0.068874 | 0.5335 | 0.29783 |
40 | 0.001397 | 0.0108 | 0.495702 |
41 | 0.075613 | 0.5857 | 0.280137 |
42 | -0.036788 | -0.285 | 0.388327 |
43 | -0.011897 | -0.0922 | 0.463442 |
44 | -0.118209 | -0.9156 | 0.18176 |
45 | -0.076625 | -0.5935 | 0.277528 |
46 | -0.137003 | -1.0612 | 0.146422 |
47 | -0.06006 | -0.4652 | 0.321729 |
48 | 0.020977 | 0.1625 | 0.435734 |